Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886): Difference between revisions

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Latest revision as of 03:55, 19 July 2024

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Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts
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    Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (English)
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    7 May 2019
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    Euler-Maruyama scheme
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    convergence rate
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    Hölder-Dini continuity
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    degenerate stochastic differential equation
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    Kolmogorov equation
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